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statsmodels.tsa.arima_process.index2lpol

statsmodels.tsa.arima_process.index2lpol(coeffs, index)[source]

expand coefficients to lag poly

Parameters:

coeffs : array

non-zero coefficients of lag polynomial

index : array

index (lags) of lagpolynomial with non-zero elements

ar : array_like

coefficients of lag polynomial

Returns:

ar : array_like

coefficients of lag polynomial

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